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fix(#480): pure NaNs when flattening with lookbehind-tuple in 01_basic #489

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merged 2 commits into from
Feb 22, 2024
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fix(#480): pure NaNs when flattening with lookbehind-tuple in 01_basic #489

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6d1122b
fix(#480): pure NaNs when flattening with lookbehind-tuple in 01_basic
HLasse Feb 22, 2024
3ade969
fix: bug in `_get_timedelta_frame` if timestamp col names were the same
HLasse Feb 22, 2024
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2 changes: 1 addition & 1 deletion docs/tutorials/01_basic.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,7 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 1,
"metadata": {},
"outputs": [
{
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11 changes: 8 additions & 3 deletions src/timeseriesflattenerv2/spec_processors/temporal.py
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Expand Up @@ -24,15 +24,20 @@ def _get_timedelta_frame(
predictiontime_frame: PredictionTimeFrame, value_frame: ValueFrame
) -> TimeDeltaFrame:
# Join the prediction time dataframe
joined_frame = predictiontime_frame.df.join(
value_frame.df, on=predictiontime_frame.entity_id_col_name, how="left"
# ensure that the timestamp col names are different to avoid conflicts
unique_predictiontime_frame_timestamp_col_name = (
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I think the terminology here is a bit confusing; it isn't unique, but rather it is different from the one in the value_frame, right?

If that's the case, we might want to guard it to clarify intent. E.g. if predictiontime_frame.timestamp_col_name == value_frame.timestamp_col_name

f"__{predictiontime_frame.timestamp_col_name}__"
)

joined_frame = predictiontime_frame.df.rename(
{predictiontime_frame.timestamp_col_name: unique_predictiontime_frame_timestamp_col_name}
).join(value_frame.df, on=predictiontime_frame.entity_id_col_name, how="left")

# Get timedelta
timedelta_frame = joined_frame.with_columns(
(
pl.col(value_frame.value_timestamp_col_name)
- pl.col(predictiontime_frame.timestamp_col_name)
- pl.col(unique_predictiontime_frame_timestamp_col_name)
).alias("time_from_prediction_to_value")
)

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25 changes: 25 additions & 0 deletions src/timeseriesflattenerv2/spec_processors/test_temporal.py
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Expand Up @@ -117,6 +117,31 @@ def test_get_timedelta_frame():
assert result.get_timedeltas() == expected_timedeltas


def test_get_timedelta_frame_same_timestamp_col_names():
pred_frame = str_to_pl_df(
"""entity_id,timestamp
1,2021-01-03"""
)

value_frame = str_to_pl_df(
"""entity_id,value,timestamp
1,1,2021-01-01
1,2,2021-01-02
1,3,2021-01-03"""
)

expected_timedeltas = [dt.timedelta(days=-2), dt.timedelta(days=-1), dt.timedelta(days=0)]

result = process_spec._get_timedelta_frame(
predictiontime_frame=PredictionTimeFrame(
init_df=pred_frame.lazy(), timestamp_col_name="timestamp"
),
value_frame=ValueFrame(init_df=value_frame.lazy()),
)

assert result.get_timedeltas() == expected_timedeltas


def test_slice_without_any_within_window():
timedelta_frame = TimeDeltaFrame(
df=pl.LazyFrame(
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